As mentioned by earlier poster, Alberta Building Code 2006 requires a permit (roughly $200) for any pond or pool more than 24 inches deep in Alberta. Apparently getting the permit after the fact is more expensive than getting one first, if you plan to go deeper than 24 inches.
There are a whole bunch of regs. in the code regarding the pond and the required fencing... (i.e. 6 ft tall, inside locks on all gates, locks located at least 5 ft off the ground, etc. etc.)
In Calgary we also need a City Development Permit if pond exceeds 600mm.
Good luck with your project!